+62.1%
PPL vs UPST
-24.8%
+86.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | -0.4% | -10.6% | +10.3% | -0.1% |
| 30D | +2.6% | -14.0% | +16.6% | +3.0% |
| 3M | +0.8% | -36.8% | +37.6% | +2.0% |
| 6M | +1.4% | -27.5% | +28.9% | +2.1% |
| YTD | +4.3% | -55.3% | +59.6% | +6.1% |
| 1Y | +0.8% | -47.5% | +48.3% | +2.0% |
| 3Y | +57.9% | -10.4% | +68.3% | +52.6% |
| 5Y | +48.3% | -92.6% | +140.9% | +46.0% |
| All | +62.1% | -24.8% | +86.9% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling